The following pages link to (Q4369794):
Displaying 9 items.
- Empirically estimating error of integration by quasi-Monte Carlo method (Q460746) (← links)
- Error trends in quasi-Monte Carlo integration (Q709518) (← links)
- Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits (Q1292601) (← links)
- Randomized Halton sequences (Q1591883) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Statistical error analysis for the direct simulation Monte Carlo technique (Q1924706) (← links)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
- Probabilistic Error Bounds for Simulation Quantile Estimators (Q3114834) (← links)
- Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically (Q5697605) (← links)
